Finland
Beautiful restaurant in a structure dating to 1867. Good food, coffee, and cocktails. Very nice outdoor seating overlooking the Esplanadi, so sit outside if it's a nice day. The cafe has glass walls and gazebos and provides a perfect place to rest for a drink and a snack right on the Esplanadi.
Sweden
Absolutely a gimmick, the Icebar is nonetheless a lot of fun. The walls, ceiling, bar, and glasses are all made out of blocks of ice chopped from a frozen river, and the room is kept at -7°C (23°F), so guests are provided with parkas and gloves upon entry.
Norway
Restaurant offering delicious fish, meat, and desserts. For a cheaper option, try the Swedish menu.